+6.4%
KDP vs CART
+21.6%
-15.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.3% | +1.0% | +0.2% | +1.2% |
| 30D | +6.0% | +12.6% | -6.6% | +5.5% |
| 3M | +9.2% | +23.1% | -13.9% | +8.3% |
| 6M | +14.7% | +39.5% | -24.8% | +12.9% |
| YTD | +19.2% | +13.5% | +5.7% | +18.5% |
| 1Y | +15.2% | +14.9% | +0.3% | +14.3% |
| All | +6.4% | +21.6% | -15.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling